Recent advances in statistical-computational theory for PDE models
Event details
| Date | 22.09.2026 |
| Hour | 16:15 |
| Speaker | Sven Wang (EPFL) |
| Location | |
| Category | Conferences - Seminars |
| Event Language | English |
We present recent statistical and computational guarantees which underpin methodologies for parameter inference in complex statistical models, for instance arising from differential equations (PDEs/SDEs). Firstly, we will discuss statistical convergence guarantees with growing statistical sample size. Secondly, we address recent progress in studying the (polynomial) computational complexity of the numerical algorithms required. This includes polynomial-time mixing results for high-dimensional Markov Chain Monte Carlo (MCMC) methods as well as recent “generalized M-estimators” achieving near-linear runtime with respect to the statistical sample size N.
Practical information
- General public
- Free
Organizer
- Prof. Nicolas Boumal
Contact
- Nicolas Boumal Séverine Eggli